+117.6%
MO vs SN
+673.1%
-555.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -0.8% | +3.5% | -4.3% | -0.8% |
| 30D | +8.0% | +19.4% | -11.5% | +8.2% |
| 3M | +20.9% | +20.9% | 0.0% | +21.2% |
| 6M | +16.3% | +111.1% | -94.8% | +17.5% |
| YTD | +40.7% | +102.8% | -62.1% | +42.2% |
| 1Y | +41.5% | +146.2% | -104.7% | +43.2% |
| 3Y | +141.5% | +441.4% | -299.9% | +127.3% |
| All | +117.6% | +673.1% | -555.6% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling